While extracellular vesicles (EVs) are extensively studied by various practical applications in biomedicine, there is still little information on their biomechanical properties due to their nanoscale size. We identified isolated blood plasma vesicles that carried on biomarkers associated with exosomes and exomeres and applied atomic force microscopy (AFM) to study them at single particle level in air and in liquid. Air measurements of exosomes revealed a mechanically indented internal cavity in which highly adhesive sites were located. In contrast, the highly adhesive sites of exomeres were located at the periphery and the observed diameter of the particles was ~35 nm. In liquid, the reversible deformation of the internal cavity of exosomes was observed and a slightly deformed lipid bi-layer was identified. In contrast, exomeres were not deformed and their observed diameter was ~16 nm. The difference in diameters might be associated with a higher sorption of water film in air. The parameters we revealed correlated with the well-known structure and function for exosomes and were observed for exomeres for the first time. Our data provide a new insight into the biomechanical properties of nanoparticles and positioned AFM as an exclusive source of in situ information about their biophysical characteristics.